Vista Leveraged Income Fund closed January 26, 2005 with capitalization totaling $250 million. Vista is a Market Value CDO that invests primarily in leveraged loans (at least 90%) and up to 10% high yield bonds. The liability structure is as follows:

U.S. $187,500,000.00 Senior Notes Due 2012U.S. $62,500,000.00 Income Notes Due 2012

Venture V CDO, Limited

Venture V CDO, Limited closed December 22, 2005 with capitalization totaling $400 million. It invests primarily in leveraged loans (at least 92.5%) and up to 7.5% high yield bonds. The liability structure is as follows:

Limited closed April 29, 2008 (Amended and Reinstated) with capitalization totaling $169 million. It invests primarily in leveraged loans (at least 95%) and up to 5% high yield bonds. The liability structure is as follows:

Venture XXVI CLO, Limited closed on February 14, 2017 with capitalization totaling $527.6 Million. It invests primarily in leveraged loans. The liability structure is as follows:

U.S. $336,000,000 Class A Notes Due Due 2029U.S. $59,850,000 Class B Loan Due Due 2029U.S. $32,550,000 Class C Notes Due Due 2029U.S. $28,875,000 Class D Notes Due Due 2029U.S. $25,700,000 Class E Notes Due Due 2029U.S. $44,650,000 Subordinated Notes Due Due 2029

Venture XXVII CLO, Limited

Venture XXVII CLO, Limited closed on May 18, 2017 with capitalization totaling $614.4 Million. It invests primarily in leveraged loans. The liability structure is as follows: